Anic Equity¶

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Total return since start: 0.576 %¶

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Equity now: -----------------------------> 48149.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46754.22 Kr¶

PnL: ---------------------------------------> -134.35 Kr¶

DD now: ---------------------------------> -0.989 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:36:25.442125'

Anic Portfolio¶

This Week¶

Return: 1.295 %¶

Total¶

Return: 57.627 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.120000 2873.500000 237.500000 9.010000 2636.000010
Beijer Electronics Group 26 1.680000 3156.400000 185.400000 6.240000 2971.000006
Corem Property Group B 59 0.270000 664.340000 87.340000 15.140000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.510000 436.200000 81.200000 22.870000 355.000000
Boozt 12 0.980000 1723.200000 69.200000 4.180000 1653.999996
HMS Networks 2 1.280000 728.800000 55.800000 8.290000 673.000000
SAAB B 8 0.710000 3418.400000 41.400000 1.230000 3377.000000
OEM International B 7 2.020000 567.000000 39.000000 7.390000 527.999997
Intrum 4 1.830000 556.200000 29.200000 5.540000 527.000000
FM Mattsson Mora Group B 50 -0.510000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 4.780000 568.000000 25.000000 4.600000 543.000000
Coor Service Management Hold. 8 1.390000 554.400000 22.400000 4.210000 532.000000
Eastnine 4 1.420000 512.800000 21.800000 4.440000 491.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
AcadeMedia 12 1.630000 569.760000 12.760000 2.290000 557.000004
Resurs Holding 22 0.870000 583.660000 9.660000 1.680000 573.999998
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Securitas B 6 1.240000 576.480000 6.480000 1.140000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 1.770000 568.950000 4.950000 0.880000 564.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Essity B 2 -1.280000 572.600000 -1.400000 -0.240000 574.000000
Midsona B 63 -0.760000 578.970000 -4.030000 -0.690000 582.999984
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.820000 527.150000 -6.850000 -1.280000 533.999999
Nordea Bank Abp 29 -0.070000 3446.940000 -7.060000 -0.200000 3453.999992
International Petroleum Corp. 5 2.490000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 0.340000 560.880000 -52.120000 -8.500000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Axfood 13 1.140000 3628.950000 -127.050000 -3.380000 3756.000001
OX2 18 1.190000 1531.800000 -132.200000 -7.940000 1663.999992
Ovzon 52 4.250000 3062.800000 -299.200000 -8.900000 3361.999992
Fasadgruppen Group 35 -1.110000 3419.500000 -391.500000 -10.270000 3810.999990
TOTAL 46753.930000 -134.640000 -0.98923% 46888.564618

Updated:¶

'2023-01-18 15:35:33.929567'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶